CME Japanese Yen Future June 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0389 |
1.0424 |
0.0035 |
0.3% |
1.0137 |
| High |
1.0429 |
1.0563 |
0.0134 |
1.3% |
1.0560 |
| Low |
1.0344 |
1.0395 |
0.0051 |
0.5% |
1.0122 |
| Close |
1.0404 |
1.0536 |
0.0132 |
1.3% |
1.0522 |
| Range |
0.0085 |
0.0168 |
0.0083 |
97.6% |
0.0438 |
| ATR |
0.0141 |
0.0143 |
0.0002 |
1.4% |
0.0000 |
| Volume |
72,842 |
68,585 |
-4,257 |
-5.8% |
392,297 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1002 |
1.0937 |
1.0628 |
|
| R3 |
1.0834 |
1.0769 |
1.0582 |
|
| R2 |
1.0666 |
1.0666 |
1.0567 |
|
| R1 |
1.0601 |
1.0601 |
1.0551 |
1.0634 |
| PP |
1.0498 |
1.0498 |
1.0498 |
1.0514 |
| S1 |
1.0433 |
1.0433 |
1.0521 |
1.0466 |
| S2 |
1.0330 |
1.0330 |
1.0505 |
|
| S3 |
1.0162 |
1.0265 |
1.0490 |
|
| S4 |
0.9994 |
1.0097 |
1.0444 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1715 |
1.1557 |
1.0763 |
|
| R3 |
1.1277 |
1.1119 |
1.0642 |
|
| R2 |
1.0839 |
1.0839 |
1.0602 |
|
| R1 |
1.0681 |
1.0681 |
1.0562 |
1.0760 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0441 |
| S1 |
1.0243 |
1.0243 |
1.0482 |
1.0322 |
| S2 |
0.9963 |
0.9963 |
1.0442 |
|
| S3 |
0.9525 |
0.9805 |
1.0402 |
|
| S4 |
0.9087 |
0.9367 |
1.0281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0580 |
1.0344 |
0.0236 |
2.2% |
0.0141 |
1.3% |
81% |
False |
False |
80,352 |
| 10 |
1.0580 |
1.0025 |
0.0555 |
5.3% |
0.0151 |
1.4% |
92% |
False |
False |
80,640 |
| 20 |
1.0580 |
1.0025 |
0.0555 |
5.3% |
0.0134 |
1.3% |
92% |
False |
False |
74,085 |
| 40 |
1.0580 |
0.9867 |
0.0713 |
6.8% |
0.0142 |
1.3% |
94% |
False |
False |
69,460 |
| 60 |
1.0804 |
0.9867 |
0.0937 |
8.9% |
0.0161 |
1.5% |
71% |
False |
False |
55,853 |
| 80 |
1.1350 |
0.9867 |
0.1483 |
14.1% |
0.0155 |
1.5% |
45% |
False |
False |
41,975 |
| 100 |
1.1510 |
0.9867 |
0.1643 |
15.6% |
0.0146 |
1.4% |
41% |
False |
False |
33,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1277 |
|
2.618 |
1.1003 |
|
1.618 |
1.0835 |
|
1.000 |
1.0731 |
|
0.618 |
1.0667 |
|
HIGH |
1.0563 |
|
0.618 |
1.0499 |
|
0.500 |
1.0479 |
|
0.382 |
1.0459 |
|
LOW |
1.0395 |
|
0.618 |
1.0291 |
|
1.000 |
1.0227 |
|
1.618 |
1.0123 |
|
2.618 |
0.9955 |
|
4.250 |
0.9681 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0517 |
1.0511 |
| PP |
1.0498 |
1.0487 |
| S1 |
1.0479 |
1.0462 |
|